+333.8%
TMO vs SWK
-0.7%
+334.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.1% |
| 7D | -0.5% | -4.6% | +4.1% | +0.9% |
| 30D | +1.0% | -9.9% | +10.9% | +4.3% |
| 3M | +22.7% | +15.4% | +7.3% | +16.7% |
| 6M | +19.0% | +25.0% | -6.0% | +9.9% |
| YTD | +4.7% | +27.2% | -22.5% | -4.3% |
| 1Y | +26.0% | +24.6% | +1.4% | +15.4% |
| 3Y | +18.0% | +13.7% | +4.3% | +8.0% |
| 5Y | +8.0% | -41.5% | +49.5% | +15.9% |
| 10Y | +333.8% | +0.7% | +333.1% | +256.7% |
| All | +333.8% | -0.7% | +334.4% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling